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The Densha-de-Go series is apparently very popular in Japan, but as it has never been released over here I've never tried it. I'm not sure about where you live in Hong Kong, but I believe that here in Britain we'd need to modify the Playstation (or something as equally annoying) to use an imported game such as this on it?
PS2s are similar to DVD player with region encoding. The idea is that items can be released in different parts of the world at different times. You have to mod a PS2 to import across "regions" (or whatever they are on a PS2).
On DVDs, however, it is much easier. I recently bought a £20 region-free player which plays DVDs from anywhere in the world.